FXMacroData.jl

FXMacroData.jl is a small Julia client for the FXMacroData REST API. It is intended for research, release-aware backtests, and event-driven systems such as Fastback.jl; it does not place trades, modify accounts, or bundle any Fastback source code.

Install

FXMacroData.jl is distributed directly from GitHub and is not published to the Julia General registry, so install it by URL:

using Pkg
Pkg.add(url="https://github.com/fxmacrodata/FXMacroData.jl")

Use

using Dates
using FXMacroData

client = Client()
inflation = announcements(
    client,
    "USD",
    "inflation";
    start_date=Date(2025, 1, 1),
    end_date=Date(2025, 12, 31),
    revisions="all",
)
calendar = release_calendar(client, "USD")

Authentication

Client() reads FXMACRODATA_API_KEY then FXMD_API_KEY from the environment, or takes an explicit api_key=.

The key is sent as an X-API-Key request header. That is deliberate: a key in the query string is recorded by every proxy, CDN and server access log along the request path, and leaks through Referer headers. If something between you and the API cannot forward the header, opt in explicitly:

client = Client(auth_mode=:query)

USD data can be queried without a key within the API's public-history window; other currencies and extended history need one.

Release-aware research

Macro rows expose announcement_datetime, and announcements(...; revisions="all") preserves revision epochs returned by the API. Backtests must not use a release or revision before its source timestamp.

Development

julia --project -e 'using Pkg; Pkg.instantiate(); Pkg.test()'

Tests inject a fake HTTP request function and do not make live API calls.